traj.match               package:pomp               R Documentation

_T_r_a_j_e_c_t_o_r_y _m_a_t_c_h_i_n_g

_D_e_s_c_r_i_p_t_i_o_n:

     Match trajectories.

_U_s_a_g_e:

     traj.match(object, start, est, method = "Nelder-Mead", gr = NULL, ...)

_A_r_g_u_m_e_n_t_s:

  object: A 'pomp' object.

   start: Initial guess for parameters.

     est: Character vector containing the names of parameters to be
          estimated.

  method: One of the optimization methods recognized by 'optim'. 

      gr: Passed to 'optim'. 

     ...: Arguments that will be passed to 'optim' in the 'control'
          list. 

_D_e_t_a_i_l_s:

     Trajectory matching is accomplished using 'optim'. It is assumed
     that the process model is deterministic.

_S_e_e _A_l_s_o:

     'optim', 'pomp', 'pomp-class'

_E_x_a_m_p_l_e_s:

       data(ou2)
       true.p <- c(
                   alpha.1=0.9,alpha.2=0,alpha.3=0,alpha.4=0.99,
                   sigma.1=1,sigma.2=0,sigma.3=2,
                   tau=1,
                   x1.0=50,x2.0=-50
                   )
       simdata <- simulate(ou2,nsim=1,params=true.p,seed=43553)
       guess.p <- true.p
       guess.p[grep('sigma',names(guess.p))] <- 0 ## make the process model deterministic
       res <- traj.match(
                         simdata,
                         start=guess.p,
                         est=c('alpha.1','alpha.4','x1.0','x2.0','tau'),
                         maxit=2000,
                         reltol=1e-8
                         )

